Download This PaperReal Options Valuation of a Wind Farm
18 Pages Posted: 27 Dec 2015
Date Written: February 26, 2009
Abstract
The present paper values a Wind Farm investment project as a Compound Real Option. By combining the different uncertainties, we evaluate the volatility of the project. The value of the project is calculated using binomial lattices including Market and Private Risks.
Keywords: Real Options with Market and Private Risks, Compound Real Options, Wind Farm Valuation, Binomial Lattices
Suggested Citation: Suggested Citation
Mendez, Mariano and Goyanes, Alfredo and Fernandez, Prosper Lamothe, Real Options Valuation of a Wind Farm (February 26, 2009). Available at SSRN: https://ssrn.com/abstract=2708351 or http://dx.doi.org/10.2139/ssrn.2708351
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